Quasi-Monte Carlo integration of characteristic functions and the rejection sampling method

DOI10.1016/S0010-4655(99)00253-2zbMath0942.65023OpenAlexW2081255987MaRDI QIDQ1961781

Xiaoqun Wang

Publication date: 21 August 2000

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0010-4655(99)00253-2

zbMATH Keywords

numerical resultsnumerical integrationMonte Carlo methodquasi-Monte Carlo methodquasi-random numbersrejection sampling method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

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